Home > The First National Bank of Dennison > Securities
The First National Bank of Dennison, Securities
| 2023-12-31 | Rank | |
| Total securities | $74,149,000 | 2,088 |
| U.S. Government securities | $29,518,000 | 2,510 |
| U.S. Treasury securities | $1,953,000 | 2,310 |
| U.S. Government agency obligations | $27,565,000 | 2,241 |
| Securities issued by states & political subdivisions | $44,631,000 | 981 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,731,000 | 2,387 |
| Mortgage-backed securities | $25,010,000 | 1,835 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,781,000 | 2,475 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,986,000 | 1,896 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,629,000 | 441 |
| Other commercial mortgage-backed securities | $6,614,000 | 631 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $74,149,000 | 1,873 |
| Total debt securities | $74,148,000 | 2,071 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $69,892,000 | 2,130 |
| U.S. Government securities | $29,162,000 | 2,508 |
| U.S. Treasury securities | $1,927,000 | 2,376 |
| U.S. Government agency obligations | $27,235,000 | 2,225 |
| Securities issued by states & political subdivisions | $40,730,000 | 1,044 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,485,000 | 2,365 |
| Mortgage-backed securities | $24,773,000 | 1,824 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,764,000 | 2,465 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,107,000 | 1,832 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,379,000 | 435 |
| Other commercial mortgage-backed securities | $6,523,000 | 620 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $69,892,000 | 1,907 |
| Total debt securities | $69,891,000 | 2,113 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $83,280,000 | 1,965 |
| U.S. Government securities | $39,410,000 | 2,196 |
| U.S. Treasury securities | $1,931,000 | 2,393 |
| U.S. Government agency obligations | $37,479,000 | 1,942 |
| Securities issued by states & political subdivisions | $43,870,000 | 1,025 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,438,000 | 2,116 |
| Mortgage-backed securities | $25,949,000 | 1,823 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,123,000 | 2,472 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,338,000 | 1,807 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,677,000 | 436 |
| Other commercial mortgage-backed securities | $6,811,000 | 609 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $83,280,000 | 1,751 |
| Total debt securities | $83,282,000 | 1,952 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $93,151,000 | 1,922 |
| U.S. Government securities | $50,151,000 | 2,011 |
| U.S. Treasury securities | $1,944,000 | 2,474 |
| U.S. Government agency obligations | $48,207,000 | 1,693 |
| Securities issued by states & political subdivisions | $43,000,000 | 1,113 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,666,000 | 2,069 |
| Mortgage-backed securities | $19,003,000 | 2,149 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,778,000 | 2,828 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,697,000 | 1,795 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,336,000 | 660 |
| Other commercial mortgage-backed securities | $7,192,000 | 607 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $93,151,000 | 1,705 |
| Total debt securities | $93,150,000 | 1,904 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $99,570,000 | 1,842 |
| U.S. Government securities | $59,460,000 | 1,813 |
| U.S. Treasury securities | $3,431,000 | 2,296 |
| U.S. Government agency obligations | $56,029,000 | 1,536 |
| Securities issued by states & political subdivisions | $40,110,000 | 1,173 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,355,000 | 1,982 |
| Mortgage-backed securities | $19,498,000 | 2,142 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,877,000 | 2,835 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,893,000 | 1,772 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,321,000 | 666 |
| Other commercial mortgage-backed securities | $7,407,000 | 626 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $99,570,000 | 1,618 |
| Total debt securities | $99,571,000 | 1,819 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $106,140,000 | 1,778 |
| U.S. Government securities | $62,169,000 | 1,770 |
| U.S. Treasury securities | $9,485,000 | 1,622 |
| U.S. Government agency obligations | $52,684,000 | 1,630 |
| Securities issued by states & political subdivisions | $43,971,000 | 1,142 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,199,000 | 2,153 |
| Mortgage-backed securities | $14,390,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $6,677,000 | 2,609 |
| Issued or guaranteed by U.S. | $6,677,000 | 2,536 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $7,713,000 | 978 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $7,713,000 | 668 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $106,140,000 | 1,612 |
| Total debt securities | $106,139,000 | 1,765 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $115,381,000 | 1,651 |
| U.S. Government securities | $65,148,000 | 1,681 |
| U.S. Treasury securities | $12,030,000 | 1,260 |
| U.S. Government agency obligations | $53,118,000 | 1,630 |
| Securities issued by states & political subdivisions | $50,233,000 | 1,023 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,196,000 | 1,924 |
| Mortgage-backed securities | $9,957,000 | 2,764 |
| Certificates of participation in pools of residential mortgages | $4,654,000 | 2,852 |
| Issued or guaranteed by U.S. | $4,654,000 | 2,773 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $5,303,000 | 1,141 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $5,303,000 | 774 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $115,381,000 | 1,511 |
| Total debt securities | $115,383,000 | 1,637 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $116,043,000 | 1,573 |
| U.S. Government securities | $76,196,000 | 1,436 |
| U.S. Treasury securities | $16,610,000 | 778 |
| U.S. Government agency obligations | $59,586,000 | 1,488 |
| Securities issued by states & political subdivisions | $39,847,000 | 1,317 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,546,000 | 1,903 |
| Mortgage-backed securities | $12,818,000 | 2,569 |
| Certificates of participation in pools of residential mortgages | $5,067,000 | 2,796 |
| Issued or guaranteed by U.S. | $5,067,000 | 2,709 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $7,751,000 | 979 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $7,751,000 | 668 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $116,043,000 | 1,466 |
| Total debt securities | $116,043,000 | 1,555 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $115,606,000 | 1,532 |
| U.S. Government securities | $84,657,000 | 1,272 |
| U.S. Treasury securities | $22,709,000 | 520 |
| U.S. Government agency obligations | $61,948,000 | 1,441 |
| Securities issued by states & political subdivisions | $30,949,000 | 1,554 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,691,000 | 2,003 |
| Mortgage-backed securities | $13,407,000 | 2,556 |
| Certificates of participation in pools of residential mortgages | $5,436,000 | 2,764 |
| Issued or guaranteed by U.S. | $5,436,000 | 2,691 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $7,971,000 | 971 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $7,971,000 | 652 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $115,606,000 | 1,423 |
| Total debt securities | $115,606,000 | 1,516 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $114,808,000 | 1,487 |
| U.S. Government securities | $89,830,000 | 1,160 |
| U.S. Treasury securities | $24,306,000 | 426 |
| U.S. Government agency obligations | $65,524,000 | 1,328 |
| Securities issued by states & political subdivisions | $24,978,000 | 1,741 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,000 | 4,135 |
| Mortgage-backed securities | $13,799,000 | 2,503 |
| Certificates of participation in pools of residential mortgages | $5,758,000 | 2,706 |
| Issued or guaranteed by U.S. | $5,758,000 | 2,627 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $8,041,000 | 959 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $8,041,000 | 629 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $114,808,000 | 1,374 |
| Total debt securities | $114,808,000 | 1,473 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $103,159,000 | 1,501 |
| U.S. Government securities | $90,962,000 | 1,046 |
| U.S. Treasury securities | $25,916,000 | 297 |
| U.S. Government agency obligations | $65,046,000 | 1,260 |
| Securities issued by states & political subdivisions | $12,197,000 | 2,435 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,905,000 | 1,937 |
| Mortgage-backed securities | $10,141,000 | 2,725 |
| Certificates of participation in pools of residential mortgages | $6,099,000 | 2,611 |
| Issued or guaranteed by U.S. | $6,099,000 | 2,535 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $4,042,000 | 1,198 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $4,042,000 | 790 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $103,159,000 | 1,395 |
| Total debt securities | $103,160,000 | 1,484 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $92,907,000 | 1,497 |
| U.S. Government securities | $90,571,000 | 945 |
| U.S. Treasury securities | $27,526,000 | 227 |
| U.S. Government agency obligations | $63,045,000 | 1,179 |
| Securities issued by states & political subdivisions | $2,336,000 | 3,599 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,992,000 | 1,916 |
| Mortgage-backed securities | $4,419,000 | 3,229 |
| Certificates of participation in pools of residential mortgages | $4,419,000 | 2,798 |
| Issued or guaranteed by U.S. | $4,419,000 | 2,718 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $92,907,000 | 1,395 |
| Total debt securities | $92,907,000 | 1,486 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $86,598,000 | 1,491 |
| U.S. Government securities | $83,495,000 | 950 |
| U.S. Treasury securities | $30,653,000 | 200 |
| U.S. Government agency obligations | $52,842,000 | 1,321 |
| Securities issued by states & political subdivisions | $3,103,000 | 3,401 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,075,000 | 1,893 |
| Mortgage-backed securities | $4,752,000 | 3,179 |
| Certificates of participation in pools of residential mortgages | $4,752,000 | 2,716 |
| Issued or guaranteed by U.S. | $4,752,000 | 2,634 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $86,598,000 | 1,398 |
| Total debt securities | $86,599,000 | 1,481 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $73,959,000 | 1,642 |
| U.S. Government securities | $70,456,000 | 1,083 |
| U.S. Treasury securities | $27,689,000 | 230 |
| U.S. Government agency obligations | $42,767,000 | 1,512 |
| Securities issued by states & political subdivisions | $3,503,000 | 3,311 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,986,000 | 1,900 |
| Mortgage-backed securities | $5,274,000 | 3,119 |
| Certificates of participation in pools of residential mortgages | $5,274,000 | 2,626 |
| Issued or guaranteed by U.S. | $5,274,000 | 2,551 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $73,959,000 | 1,524 |
| Total debt securities | $73,959,000 | 1,625 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $62,376,000 | 1,798 |
| U.S. Government securities | $61,267,000 | 1,226 |
| U.S. Treasury securities | $24,684,000 | 242 |
| U.S. Government agency obligations | $36,583,000 | 1,691 |
| Securities issued by states & political subdivisions | $1,109,000 | 3,800 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,019,000 | 1,849 |
| Mortgage-backed securities | $5,400,000 | 3,110 |
| Certificates of participation in pools of residential mortgages | $5,400,000 | 2,606 |
| Issued or guaranteed by U.S. | $5,400,000 | 2,519 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $62,376,000 | 1,668 |
| Total debt securities | $62,375,000 | 1,785 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $65,732,000 | 1,733 |
| U.S. Government securities | $65,342,000 | 1,196 |
| U.S. Treasury securities | $25,711,000 | 238 |
| U.S. Government agency obligations | $39,631,000 | 1,618 |
| Securities issued by states & political subdivisions | $390,000 | 4,092 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,786,000 | 1,844 |
| Mortgage-backed securities | $6,145,000 | 2,999 |
| Certificates of participation in pools of residential mortgages | $6,145,000 | 2,450 |
| Issued or guaranteed by U.S. | $6,145,000 | 2,386 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $65,732,000 | 1,603 |
| Total debt securities | $65,732,000 | 1,716 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $59,935,000 | 1,837 |
| U.S. Government securities | $59,545,000 | 1,270 |
| U.S. Treasury securities | $15,117,000 | 337 |
| U.S. Government agency obligations | $44,428,000 | 1,507 |
| Securities issued by states & political subdivisions | $390,000 | 4,152 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,573,000 | 1,860 |
| Mortgage-backed securities | $6,533,000 | 2,945 |
| Certificates of participation in pools of residential mortgages | $6,533,000 | 2,363 |
| Issued or guaranteed by U.S. | $6,533,000 | 2,290 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $59,935,000 | 1,697 |
| Total debt securities | $59,935,000 | 1,819 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $64,828,000 | 1,756 |
| U.S. Government securities | $64,438,000 | 1,205 |
| U.S. Treasury securities | $16,618,000 | 322 |
| U.S. Government agency obligations | $47,820,000 | 1,430 |
| Securities issued by states & political subdivisions | $390,000 | 4,206 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,552,000 | 1,928 |
| Mortgage-backed securities | $6,894,000 | 2,912 |
| Certificates of participation in pools of residential mortgages | $6,894,000 | 2,303 |
| Issued or guaranteed by U.S. | $6,894,000 | 2,256 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $64,828,000 | 1,622 |
| Total debt securities | $64,828,000 | 1,738 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $64,971,000 | 1,776 |
| U.S. Government securities | $64,000,000 | 1,222 |
| U.S. Treasury securities | $13,483,000 | 381 |
| U.S. Government agency obligations | $50,517,000 | 1,367 |
| Securities issued by states & political subdivisions | $971,000 | 4,053 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,503,000 | 1,948 |
| Mortgage-backed securities | $7,483,000 | 2,854 |
| Certificates of participation in pools of residential mortgages | $7,483,000 | 2,251 |
| Issued or guaranteed by U.S. | $7,483,000 | 2,202 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $64,971,000 | 1,637 |
| Total debt securities | $64,971,000 | 1,758 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $65,402,000 | 1,789 |
| U.S. Government securities | $63,588,000 | 1,227 |
| U.S. Treasury securities | $10,385,000 | 432 |
| U.S. Government agency obligations | $53,203,000 | 1,352 |
| Securities issued by states & political subdivisions | $1,814,000 | 3,818 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,461,000 | 1,972 |
| Mortgage-backed securities | $8,047,000 | 2,797 |
| Certificates of participation in pools of residential mortgages | $8,047,000 | 2,194 |
| Issued or guaranteed by U.S. | $8,047,000 | 2,160 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $65,402,000 | 1,647 |
| Total debt securities | $65,402,000 | 1,774 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $68,704,000 | 1,721 |
| U.S. Government securities | $64,915,000 | 1,215 |
| U.S. Treasury securities | $8,859,000 | 493 |
| U.S. Government agency obligations | $56,056,000 | 1,286 |
| Securities issued by states & political subdivisions | $3,789,000 | 3,449 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,092,000 | 1,974 |
| Mortgage-backed securities | $8,686,000 | 2,747 |
| Certificates of participation in pools of residential mortgages | $8,686,000 | 2,139 |
| Issued or guaranteed by U.S. | $8,686,000 | 2,127 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $68,704,000 | 1,575 |
| Total debt securities | $68,704,000 | 1,705 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $69,735,000 | 1,739 |
| U.S. Government securities | $65,404,000 | 1,212 |
| U.S. Treasury securities | $5,973,000 | 564 |
| U.S. Government agency obligations | $59,431,000 | 1,232 |
| Securities issued by states & political subdivisions | $4,331,000 | 3,392 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,117,000 | 2,015 |
| Mortgage-backed securities | $9,562,000 | 2,695 |
| Certificates of participation in pools of residential mortgages | $9,562,000 | 2,108 |
| Issued or guaranteed by U.S. | $9,562,000 | 2,014 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $69,735,000 | 1,599 |
| Total debt securities | $69,735,000 | 1,724 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $68,683,000 | 1,772 |
| U.S. Government securities | $64,341,000 | 1,254 |
| U.S. Treasury securities | $2,979,000 | 786 |
| U.S. Government agency obligations | $61,362,000 | 1,246 |
| Securities issued by states & political subdivisions | $4,342,000 | 3,436 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,216,000 | 2,039 |
| Mortgage-backed securities | $10,261,000 | 2,640 |
| Certificates of participation in pools of residential mortgages | $10,261,000 | 2,074 |
| Issued or guaranteed by U.S. | $10,261,000 | 2,071 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $68,683,000 | 1,631 |
| Total debt securities | $68,683,000 | 1,753 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $68,342,000 | 1,813 |
| U.S. Government securities | $62,829,000 | 1,288 |
| U.S. Treasury securities | $3,001,000 | 727 |
| U.S. Government agency obligations | $59,828,000 | 1,278 |
| Securities issued by states & political subdivisions | $5,513,000 | 3,301 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,335,000 | 2,058 |
| Mortgage-backed securities | $9,331,000 | 2,760 |
| Certificates of participation in pools of residential mortgages | $9,331,000 | 2,191 |
| Issued or guaranteed by U.S. | $9,331,000 | 2,188 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $68,342,000 | 1,680 |
| Total debt securities | $68,342,000 | 1,799 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $60,523,000 | 2,016 |
| U.S. Government securities | $51,302,000 | 1,528 |
| U.S. Treasury securities | $1,505,000 | 923 |
| U.S. Government agency obligations | $49,797,000 | 1,500 |
| Securities issued by states & political subdivisions | $9,221,000 | 2,808 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,483,000 | 2,036 |
| Mortgage-backed securities | $8,797,000 | 2,835 |
| Certificates of participation in pools of residential mortgages | $8,797,000 | 2,302 |
| Issued or guaranteed by U.S. | $8,797,000 | 2,301 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $60,523,000 | 1,847 |
| Total debt securities | $60,523,000 | 1,997 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $57,552,000 | 2,138 |
| U.S. Government securities | $48,293,000 | 1,625 |
| U.S. Treasury securities | $1,508,000 | 945 |
| U.S. Government agency obligations | $46,785,000 | 1,588 |
| Securities issued by states & political subdivisions | $9,259,000 | 2,818 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,398,000 | 2,059 |
| Mortgage-backed securities | $9,376,000 | 2,808 |
| Certificates of participation in pools of residential mortgages | $9,376,000 | 2,268 |
| Issued or guaranteed by U.S. | $9,376,000 | 2,267 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $57,552,000 | 1,951 |
| Total debt securities | $57,551,000 | 2,118 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $57,995,000 | 2,155 |
| U.S. Government securities | $48,704,000 | 1,652 |
| U.S. Treasury securities | $1,509,000 | 975 |
| U.S. Government agency obligations | $47,195,000 | 1,608 |
| Securities issued by states & political subdivisions | $9,291,000 | 2,858 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,488,000 | 2,065 |
| Mortgage-backed securities | $10,333,000 | 2,752 |
| Certificates of participation in pools of residential mortgages | $10,333,000 | 2,205 |
| Issued or guaranteed by U.S. | $10,333,000 | 2,205 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $57,995,000 | 1,981 |
| Total debt securities | $57,995,000 | 2,137 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $61,342,000 | 2,058 |
| U.S. Government securities | $52,039,000 | 1,550 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $52,039,000 | 1,479 |
| Securities issued by states & political subdivisions | $9,303,000 | 2,883 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,554,000 | 2,056 |
| Mortgage-backed securities | $11,069,000 | 2,683 |
| Certificates of participation in pools of residential mortgages | $11,069,000 | 2,155 |
| Issued or guaranteed by U.S. | $11,069,000 | 2,154 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $61,342,000 | 1,884 |
| Total debt securities | $61,343,000 | 2,037 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $59,909,000 | 2,088 |
| U.S. Government securities | $50,792,000 | 1,561 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $50,792,000 | 1,494 |
| Securities issued by states & political subdivisions | $9,117,000 | 2,918 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,529,000 | 2,056 |
| Mortgage-backed securities | $11,879,000 | 2,610 |
| Certificates of participation in pools of residential mortgages | $11,879,000 | 2,096 |
| Issued or guaranteed by U.S. | $11,879,000 | 2,096 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $59,909,000 | 1,911 |
| Total debt securities | $59,909,000 | 2,067 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $63,528,000 | 2,026 |
| U.S. Government securities | $54,402,000 | 1,512 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $54,402,000 | 1,453 |
| Securities issued by states & political subdivisions | $9,126,000 | 2,915 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,492,000 | 2,106 |
| Mortgage-backed securities | $12,717,000 | 2,571 |
| Certificates of participation in pools of residential mortgages | $12,717,000 | 2,043 |
| Issued or guaranteed by U.S. | $12,717,000 | 2,039 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $63,528,000 | 1,836 |
| Total debt securities | $63,528,000 | 2,001 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $64,422,000 | 2,045 |
| U.S. Government securities | $56,207,000 | 1,516 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $56,207,000 | 1,447 |
| Securities issued by states & political subdivisions | $8,215,000 | 3,023 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,500,000 | 2,139 |
| Mortgage-backed securities | $11,797,000 | 2,666 |
| Certificates of participation in pools of residential mortgages | $11,788,000 | 2,141 |
| Issued or guaranteed by U.S. | $11,788,000 | 2,138 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $9,000 | 1,192 |
| Commercial mortgage pass-through securities | $9,000 | 813 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $64,422,000 | 1,850 |
| Total debt securities | $64,422,000 | 2,015 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $67,321,000 | 1,985 |
| U.S. Government securities | $58,770,000 | 1,492 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $58,770,000 | 1,422 |
| Securities issued by states & political subdivisions | $8,551,000 | 3,002 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,485,000 | 2,128 |
| Mortgage-backed securities | $12,877,000 | 2,575 |
| Certificates of participation in pools of residential mortgages | $12,546,000 | 2,072 |
| Issued or guaranteed by U.S. | $12,546,000 | 2,069 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $331,000 | 1,087 |
| Commercial mortgage pass-through securities | $331,000 | 734 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $67,321,000 | 1,806 |
| Total debt securities | $67,321,000 | 1,961 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $64,453,000 | 2,064 |
| U.S. Government securities | $53,613,000 | 1,607 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $53,613,000 | 1,540 |
| Securities issued by states & political subdivisions | $10,840,000 | 2,718 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,606,000 | 2,141 |
| Mortgage-backed securities | $14,098,000 | 2,496 |
| Certificates of participation in pools of residential mortgages | $13,276,000 | 2,037 |
| Issued or guaranteed by U.S. | $13,276,000 | 2,035 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $822,000 | 950 |
| Commercial mortgage pass-through securities | $822,000 | 628 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $64,453,000 | 1,880 |
| Total debt securities | $64,454,000 | 2,043 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $67,943,000 | 2,024 |
| U.S. Government securities | $56,347,000 | 1,589 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $56,347,000 | 1,516 |
| Securities issued by states & political subdivisions | $11,596,000 | 2,640 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,668,000 | 2,167 |
| Mortgage-backed securities | $15,334,000 | 2,450 |
| Certificates of participation in pools of residential mortgages | $14,366,000 | 2,004 |
| Issued or guaranteed by U.S. | $14,366,000 | 2,004 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $968,000 | 875 |
| Commercial mortgage pass-through securities | $968,000 | 565 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $67,943,000 | 1,833 |
| Total debt securities | $67,944,000 | 2,002 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $66,246,000 | 2,089 |
| U.S. Government securities | $55,351,000 | 1,659 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $55,351,000 | 1,580 |
| Securities issued by states & political subdivisions | $10,895,000 | 2,702 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,589,000 | 2,199 |
| Mortgage-backed securities | $16,615,000 | 2,402 |
| Certificates of participation in pools of residential mortgages | $15,547,000 | 1,939 |
| Issued or guaranteed by U.S. | $15,547,000 | 1,939 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,068,000 | 803 |
| Commercial mortgage pass-through securities | $1,068,000 | 500 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $66,246,000 | 1,885 |
| Total debt securities | $66,246,000 | 2,063 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $69,239,000 | 2,030 |
| U.S. Government securities | $58,168,000 | 1,586 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $58,168,000 | 1,518 |
| Securities issued by states & political subdivisions | $11,071,000 | 2,695 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,653,000 | 2,189 |
| Mortgage-backed securities | $17,902,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $16,734,000 | 1,896 |
| Issued or guaranteed by U.S. | $16,734,000 | 1,894 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $1,168,000 | 772 |
| Commercial mortgage pass-through securities | $1,168,000 | 487 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $69,239,000 | 1,833 |
| Total debt securities | $69,239,000 | 2,008 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $71,374,000 | 2,010 |
| U.S. Government securities | $58,584,000 | 1,619 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $58,584,000 | 1,551 |
| Securities issued by states & political subdivisions | $12,790,000 | 2,512 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,472,000 | 2,211 |
| Mortgage-backed securities | $19,465,000 | 2,330 |
| Certificates of participation in pools of residential mortgages | $18,273,000 | 1,841 |
| Issued or guaranteed by U.S. | $18,273,000 | 1,839 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $1,192,000 | 739 |
| Commercial mortgage pass-through securities | $1,192,000 | 483 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $71,374,000 | 1,808 |
| Total debt securities | $71,373,000 | 1,986 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $71,975,000 | 1,999 |
| U.S. Government securities | $58,650,000 | 1,645 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $58,650,000 | 1,583 |
| Securities issued by states & political subdivisions | $13,325,000 | 2,459 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,458,000 | 2,219 |
| Mortgage-backed securities | $20,650,000 | 2,295 |
| Certificates of participation in pools of residential mortgages | $19,445,000 | 1,815 |
| Issued or guaranteed by U.S. | $19,445,000 | 1,813 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $1,205,000 | 722 |
| Commercial mortgage pass-through securities | $1,205,000 | 478 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $71,975,000 | 1,800 |
| Total debt securities | $71,975,000 | 1,980 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $70,642,000 | 2,048 |
| U.S. Government securities | $59,499,000 | 1,616 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $59,499,000 | 1,558 |
| Securities issued by states & political subdivisions | $11,143,000 | 2,735 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,535,000 | 2,219 |
| Mortgage-backed securities | $22,032,000 | 2,212 |
| Certificates of participation in pools of residential mortgages | $20,810,000 | 1,734 |
| Issued or guaranteed by U.S. | $20,810,000 | 1,734 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $1,222,000 | 708 |
| Commercial mortgage pass-through securities | $1,222,000 | 463 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $70,642,000 | 1,848 |
| Total debt securities | $70,640,000 | 2,026 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $68,997,000 | 2,074 |
| U.S. Government securities | $57,803,000 | 1,655 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $57,803,000 | 1,596 |
| Securities issued by states & political subdivisions | $11,194,000 | 2,725 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,185,000 | 2,228 |
| Mortgage-backed securities | $23,380,000 | 2,152 |
| Certificates of participation in pools of residential mortgages | $22,141,000 | 1,651 |
| Issued or guaranteed by U.S. | $22,141,000 | 1,650 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $1,239,000 | 663 |
| Commercial mortgage pass-through securities | $1,239,000 | 424 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $68,997,000 | 1,858 |
| Total debt securities | $68,997,000 | 2,049 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $71,698,000 | 2,021 |
| U.S. Government securities | $59,260,000 | 1,626 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $59,260,000 | 1,573 |
| Securities issued by states & political subdivisions | $12,438,000 | 2,548 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,266,000 | 2,204 |
| Mortgage-backed securities | $22,737,000 | 2,186 |
| Certificates of participation in pools of residential mortgages | $21,483,000 | 1,685 |
| Issued or guaranteed by U.S. | $21,483,000 | 1,682 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $1,254,000 | 651 |
| Commercial mortgage pass-through securities | $1,254,000 | 404 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $71,698,000 | 1,821 |
| Total debt securities | $71,698,000 | 1,996 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $72,927,000 | 1,992 |
| U.S. Government securities | $59,787,000 | 1,617 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $59,787,000 | 1,566 |
| Securities issued by states & political subdivisions | $13,140,000 | 2,459 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,123,000 | 2,197 |
| Mortgage-backed securities | $23,773,000 | 2,135 |
| Certificates of participation in pools of residential mortgages | $22,506,000 | 1,637 |
| Issued or guaranteed by U.S. | $22,506,000 | 1,635 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,000 | 3,700 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,546 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $1,266,000 | 620 |
| Commercial mortgage pass-through securities | $1,266,000 | 398 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $72,927,000 | 1,797 |
| Total debt securities | $72,927,000 | 1,965 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $77,395,000 | 1,909 |
| U.S. Government securities | $65,237,000 | 1,518 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $65,237,000 | 1,473 |
| Securities issued by states & political subdivisions | $12,157,000 | 2,574 |
| Other domestic debt securities | $1,000 | 2,781 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,033 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,283,000 | 2,213 |
| Mortgage-backed securities | $25,280,000 | 2,103 |
| Certificates of participation in pools of residential mortgages | $23,985,000 | 1,600 |
| Issued or guaranteed by U.S. | $23,985,000 | 1,598 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,000 | 3,744 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $1,000 | 988 |
| Commercial mortgage-backed securities | $1,294,000 | 541 |
| Commercial mortgage pass-through securities | $1,294,000 | 363 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $77,395,000 | 1,728 |
| Total debt securities | $77,395,000 | 1,885 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $78,724,000 | 1,861 |
| U.S. Government securities | $66,150,000 | 1,484 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $66,150,000 | 1,442 |
| Securities issued by states & political subdivisions | $12,573,000 | 2,489 |
| Other domestic debt securities | $1,000 | 2,778 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,053 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,105,000 | 2,195 |
| Mortgage-backed securities | $25,596,000 | 2,083 |
| Certificates of participation in pools of residential mortgages | $24,286,000 | 1,561 |
| Issued or guaranteed by U.S. | $24,286,000 | 1,559 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,000 | 3,787 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $1,000 | 1,009 |
| Commercial mortgage-backed securities | $1,309,000 | 444 |
| Commercial mortgage pass-through securities | $1,309,000 | 313 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $78,724,000 | 1,681 |
| Total debt securities | $78,724,000 | 1,835 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $76,908,000 | 1,897 |
| U.S. Government securities | $64,608,000 | 1,543 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $64,608,000 | 1,494 |
| Securities issued by states & political subdivisions | $12,299,000 | 2,500 |
| Other domestic debt securities | $1,000 | 2,864 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,100 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,051,000 | 2,381 |
| Mortgage-backed securities | $27,159,000 | 2,106 |
| Certificates of participation in pools of residential mortgages | $25,834,000 | 1,555 |
| Issued or guaranteed by U.S. | $25,834,000 | 1,553 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,000 | 3,864 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $1,000 | 1,051 |
| Commercial mortgage-backed securities | $1,324,000 | 426 |
| Commercial mortgage pass-through securities | $1,324,000 | 286 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $76,908,000 | 1,722 |
| Total debt securities | $76,908,000 | 1,876 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $78,567,000 | 1,850 |
| U.S. Government securities | $66,685,000 | 1,538 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $66,685,000 | 1,496 |
| Securities issued by states & political subdivisions | $11,881,000 | 2,499 |
| Other domestic debt securities | $1,000 | 2,866 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,150 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,103,000 | 2,433 |
| Mortgage-backed securities | $27,186,000 | 2,128 |
| Certificates of participation in pools of residential mortgages | $27,185,000 | 1,528 |
| Issued or guaranteed by U.S. | $27,185,000 | 1,526 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,000 | 3,875 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $1,000 | 1,100 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $78,567,000 | 1,690 |
| Total debt securities | $78,567,000 | 1,827 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $76,486,000 | 1,893 |
| U.S. Government securities | $66,207,000 | 1,571 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $66,207,000 | 1,523 |
| Securities issued by states & political subdivisions | $10,278,000 | 2,626 |
| Other domestic debt securities | $1,000 | 2,862 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,182 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,060,000 | 2,420 |
| Mortgage-backed securities | $28,560,000 | 2,066 |
| Certificates of participation in pools of residential mortgages | $28,559,000 | 1,441 |
| Issued or guaranteed by U.S. | $28,559,000 | 1,437 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,000 | 3,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $1,000 | 1,134 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $76,486,000 | 1,728 |
| Total debt securities | $76,486,000 | 1,880 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $71,409,000 | 1,945 |
| U.S. Government securities | $60,157,000 | 1,635 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $60,157,000 | 1,594 |
| Securities issued by states & political subdivisions | $11,251,000 | 2,464 |
| Other domestic debt securities | $1,000 | 2,868 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,265 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,316,000 | 2,362 |
| Mortgage-backed securities | $24,071,000 | 2,203 |
| Certificates of participation in pools of residential mortgages | $24,070,000 | 1,536 |
| Issued or guaranteed by U.S. | $24,070,000 | 1,534 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,000 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $1,000 | 1,197 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $71,409,000 | 1,767 |
| Total debt securities | $71,409,000 | 1,926 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $69,169,000 | 1,946 |
| U.S. Government securities | $55,720,000 | 1,681 |
| U.S. Treasury securities | $1,003,000 | 848 |
| U.S. Government agency obligations | $54,717,000 | 1,661 |
| Securities issued by states & political subdivisions | $13,448,000 | 2,121 |
| Other domestic debt securities | $1,000 | 2,848 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,285 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,377,000 | 2,337 |
| Mortgage-backed securities | $20,332,000 | 2,401 |
| Certificates of participation in pools of residential mortgages | $20,331,000 | 1,699 |
| Issued or guaranteed by U.S. | $20,331,000 | 1,693 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,000 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $1,000 | 1,215 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $69,169,000 | 1,767 |
| Total debt securities | $69,169,000 | 1,928 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $64,130,000 | 2,063 |
| U.S. Government securities | $50,490,000 | 1,836 |
| U.S. Treasury securities | $1,005,000 | 904 |
| U.S. Government agency obligations | $49,485,000 | 1,819 |
| Securities issued by states & political subdivisions | $13,639,000 | 2,062 |
| Other domestic debt securities | $1,000 | 2,810 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,306 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,383,000 | 2,285 |
| Mortgage-backed securities | $12,648,000 | 3,000 |
| Certificates of participation in pools of residential mortgages | $12,647,000 | 2,292 |
| Issued or guaranteed by U.S. | $12,647,000 | 2,286 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,000 | 3,845 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $1,000 | 1,244 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $64,130,000 | 1,855 |
| Total debt securities | $64,130,000 | 2,042 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $65,253,000 | 2,031 |
| U.S. Government securities | $50,434,000 | 1,850 |
| U.S. Treasury securities | $1,006,000 | 931 |
| U.S. Government agency obligations | $49,428,000 | 1,822 |
| Securities issued by states & political subdivisions | $14,818,000 | 1,901 |
| Other domestic debt securities | $1,000 | 2,865 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,342 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,420,000 | 2,273 |
| Mortgage-backed securities | $10,076,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $10,075,000 | 2,549 |
| Issued or guaranteed by U.S. | $10,075,000 | 2,545 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,000 | 3,822 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $1,000 | 1,277 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $65,253,000 | 1,839 |
| Total debt securities | $65,253,000 | 2,013 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $57,541,000 | 2,166 |
| U.S. Government securities | $42,286,000 | 2,007 |
| U.S. Treasury securities | $1,006,000 | 934 |
| U.S. Government agency obligations | $41,280,000 | 1,983 |
| Securities issued by states & political subdivisions | $15,253,000 | 1,811 |
| Other domestic debt securities | $2,000 | 3,037 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,386 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,436,000 | 2,247 |
| Mortgage-backed securities | $8,702,000 | 3,347 |
| Certificates of participation in pools of residential mortgages | $8,700,000 | 2,633 |
| Issued or guaranteed by U.S. | $8,700,000 | 2,626 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,000 | 3,823 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $2,000 | 1,319 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $57,541,000 | 1,956 |
| Total debt securities | $57,543,000 | 2,140 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $53,473,000 | 2,259 |
| U.S. Government securities | $36,551,000 | 2,248 |
| U.S. Treasury securities | $1,008,000 | 861 |
| U.S. Government agency obligations | $35,543,000 | 2,221 |
| Securities issued by states & political subdivisions | $16,920,000 | 1,616 |
| Other domestic debt securities | $2,000 | 3,121 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,459 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,662,000 | 2,499 |
| Mortgage-backed securities | $6,647,000 | 3,689 |
| Certificates of participation in pools of residential mortgages | $6,645,000 | 2,949 |
| Issued or guaranteed by U.S. | $6,645,000 | 2,940 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,000 | 3,822 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $2,000 | 1,389 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $53,473,000 | 2,025 |
| Total debt securities | $53,475,000 | 2,230 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $51,202,000 | 2,323 |
| U.S. Government securities | $33,183,000 | 2,483 |
| U.S. Treasury securities | $1,007,000 | 816 |
| U.S. Government agency obligations | $32,176,000 | 2,462 |
| Securities issued by states & political subdivisions | $18,017,000 | 1,443 |
| Other domestic debt securities | $2,000 | 3,123 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,487 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,514,000 | 2,753 |
| Mortgage-backed securities | $8,193,000 | 3,414 |
| Certificates of participation in pools of residential mortgages | $8,191,000 | 2,710 |
| Issued or guaranteed by U.S. | $8,191,000 | 2,702 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,000 | 3,746 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $2,000 | 1,415 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $51,202,000 | 2,083 |
| Total debt securities | $51,203,000 | 2,300 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $48,261,000 | 2,460 |
| U.S. Government securities | $29,119,000 | 2,763 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $29,119,000 | 2,696 |
| Securities issued by states & political subdivisions | $19,140,000 | 1,336 |
| Other domestic debt securities | $2,000 | 3,175 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,517 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,978,000 | 2,674 |
| Mortgage-backed securities | $8,775,000 | 3,390 |
| Certificates of participation in pools of residential mortgages | $8,773,000 | 2,708 |
| Issued or guaranteed by U.S. | $8,773,000 | 2,702 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,000 | 3,750 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $2,000 | 1,449 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $48,261,000 | 2,203 |
| Total debt securities | $48,261,000 | 2,437 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $44,519,000 | 2,626 |
| U.S. Government securities | $24,421,000 | 3,082 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $24,421,000 | 3,011 |
| Securities issued by states & political subdivisions | $20,096,000 | 1,255 |
| Other domestic debt securities | $2,000 | 3,232 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,557 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,979,000 | 2,580 |
| Mortgage-backed securities | $6,174,000 | 3,899 |
| Certificates of participation in pools of residential mortgages | $6,172,000 | 3,254 |
| Issued or guaranteed by U.S. | $6,172,000 | 3,245 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,000 | 3,762 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $2,000 | 1,478 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $44,519,000 | 2,337 |
| Total debt securities | $44,519,000 | 2,602 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $43,794,000 | 2,666 |
| U.S. Government securities | $22,316,000 | 3,259 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $22,316,000 | 3,189 |
| Securities issued by states & political subdivisions | $21,476,000 | 1,165 |
| Other domestic debt securities | $2,000 | 3,326 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,612 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,183,000 | 2,459 |
| Mortgage-backed securities | $4,973,000 | 4,253 |
| Certificates of participation in pools of residential mortgages | $4,971,000 | 3,654 |
| Issued or guaranteed by U.S. | $4,971,000 | 3,644 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,000 | 3,767 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $2,000 | 1,527 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $43,794,000 | 2,359 |
| Total debt securities | $43,796,000 | 2,631 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $44,485,000 | 2,559 |
| U.S. Government securities | $22,843,000 | 3,176 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $22,843,000 | 3,109 |
| Securities issued by states & political subdivisions | $21,640,000 | 1,096 |
| Other domestic debt securities | $2,000 | 3,397 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,629 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,760,000 | 2,514 |
| Mortgage-backed securities | $5,483,000 | 4,173 |
| Certificates of participation in pools of residential mortgages | $5,481,000 | 3,566 |
| Issued or guaranteed by U.S. | $5,481,000 | 3,554 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,000 | 3,762 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $2,000 | 1,544 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $44,485,000 | 2,265 |
| Total debt securities | $44,485,000 | 2,530 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $42,788,000 | 2,635 |
| U.S. Government securities | $20,458,000 | 3,474 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $20,458,000 | 3,407 |
| Securities issued by states & political subdivisions | $22,328,000 | 1,003 |
| Other domestic debt securities | $2,000 | 3,320 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,648 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,817,000 | 2,973 |
| Mortgage-backed securities | $5,077,000 | 4,344 |
| Certificates of participation in pools of residential mortgages | $5,075,000 | 3,743 |
| Issued or guaranteed by U.S. | $5,075,000 | 3,730 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,000 | 3,771 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $2,000 | 1,562 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $42,788,000 | 2,351 |
| Total debt securities | $42,788,000 | 2,603 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $47,846,000 | 2,397 |
| U.S. Government securities | $23,622,000 | 3,139 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $23,622,000 | 3,076 |
| Securities issued by states & political subdivisions | $24,222,000 | 898 |
| Other domestic debt securities | $2,000 | 3,244 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,605 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,409,000 | 2,809 |
| Mortgage-backed securities | $5,400,000 | 4,198 |
| Certificates of participation in pools of residential mortgages | $5,398,000 | 3,620 |
| Issued or guaranteed by U.S. | $5,398,000 | 3,606 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,000 | 3,746 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $2,000 | 1,520 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $47,846,000 | 2,109 |
| Total debt securities | $47,846,000 | 2,369 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $49,375,000 | 2,282 |
| U.S. Government securities | $25,103,000 | 2,950 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $25,103,000 | 2,893 |
| Securities issued by states & political subdivisions | $24,270,000 | 876 |
| Other domestic debt securities | $2,000 | 3,206 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,579 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,555,000 | 4,674 |
| Mortgage-backed securities | $5,640,000 | 4,044 |
| Certificates of participation in pools of residential mortgages | $5,638,000 | 3,467 |
| Issued or guaranteed by U.S. | $5,638,000 | 3,452 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,000 | 3,699 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $2,000 | 1,492 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $49,375,000 | 1,999 |
| Total debt securities | $49,375,000 | 2,256 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $50,075,000 | 2,312 |
| U.S. Government securities | $25,656,000 | 2,953 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $25,656,000 | 2,900 |
| Securities issued by states & political subdivisions | $24,417,000 | 893 |
| Other domestic debt securities | $2,000 | 3,170 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,556 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,565,000 | 5,017 |
| Mortgage-backed securities | $5,692,000 | 4,031 |
| Certificates of participation in pools of residential mortgages | $5,690,000 | 3,448 |
| Issued or guaranteed by U.S. | $5,690,000 | 3,432 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,000 | 3,726 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $2,000 | 1,464 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $50,075,000 | 2,037 |
| Total debt securities | $50,075,000 | 2,263 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $49,596,000 | 2,334 |
| U.S. Government securities | $25,689,000 | 2,956 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $25,689,000 | 2,901 |
| Securities issued by states & political subdivisions | $23,904,000 | 901 |
| Other domestic debt securities | $3,000 | 3,132 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,540 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,623,000 | 4,949 |
| Mortgage-backed securities | $4,531,000 | 4,240 |
| Certificates of participation in pools of residential mortgages | $4,528,000 | 3,663 |
| Issued or guaranteed by U.S. | $4,528,000 | 3,647 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,000 | 3,716 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $3,000 | 1,446 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $49,596,000 | 2,047 |
| Total debt securities | $49,596,000 | 2,278 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $47,546,000 | 2,394 |
| U.S. Government securities | $26,983,000 | 2,896 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $26,983,000 | 2,838 |
| Securities issued by states & political subdivisions | $20,560,000 | 1,048 |
| Other domestic debt securities | $3,000 | 2,975 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,442 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,590,000 | 5,002 |
| Mortgage-backed securities | $1,562,000 | 5,056 |
| Certificates of participation in pools of residential mortgages | $1,559,000 | 4,602 |
| Issued or guaranteed by U.S. | $1,559,000 | 4,583 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,000 | 3,656 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $3,000 | 1,356 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $47,546,000 | 2,088 |
| Total debt securities | $47,546,000 | 2,351 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $46,251,000 | 2,454 |
| U.S. Government securities | $28,050,000 | 2,849 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $28,050,000 | 2,791 |
| Securities issued by states & political subdivisions | $18,198,000 | 1,173 |
| Other domestic debt securities | $3,000 | 2,946 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,413 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,520,000 | 5,033 |
| Mortgage-backed securities | $1,751,000 | 4,852 |
| Certificates of participation in pools of residential mortgages | $1,748,000 | 4,347 |
| Issued or guaranteed by U.S. | $1,748,000 | 4,334 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,000 | 3,630 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $3,000 | 1,327 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $46,251,000 | 2,131 |
| Total debt securities | $46,251,000 | 2,410 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $44,907,000 | 2,501 |
| U.S. Government securities | $30,104,000 | 2,674 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $30,104,000 | 2,607 |
| Securities issued by states & political subdivisions | $14,800,000 | 1,417 |
| Other domestic debt securities | $3,000 | 2,906 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,380 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,329,000 | 5,153 |
| Mortgage-backed securities | $1,998,000 | 4,713 |
| Certificates of participation in pools of residential mortgages | $1,995,000 | 4,166 |
| Issued or guaranteed by U.S. | $1,995,000 | 4,153 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,000 | 3,630 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $3,000 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $44,907,000 | 2,169 |
| Total debt securities | $44,908,000 | 2,457 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $40,891,000 | 2,739 |
| U.S. Government securities | $28,554,000 | 2,807 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $28,554,000 | 2,740 |
| Securities issued by states & political subdivisions | $12,334,000 | 1,675 |
| Other domestic debt securities | $3,000 | 2,932 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,347 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,360,000 | 5,148 |
| Mortgage-backed securities | $2,260,000 | 4,590 |
| Certificates of participation in pools of residential mortgages | $2,257,000 | 4,039 |
| Issued or guaranteed by U.S. | $2,257,000 | 4,020 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,000 | 3,612 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $3,000 | 1,243 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $40,891,000 | 2,379 |
| Total debt securities | $40,894,000 | 2,691 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $39,060,000 | 2,859 |
| U.S. Government securities | $28,781,000 | 2,817 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $28,781,000 | 2,740 |
| Securities issued by states & political subdivisions | $10,275,000 | 1,955 |
| Other domestic debt securities | $4,000 | 2,979 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,335 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,059,000 | 5,288 |
| Mortgage-backed securities | $2,511,000 | 4,488 |
| Certificates of participation in pools of residential mortgages | $2,507,000 | 3,923 |
| Issued or guaranteed by U.S. | $2,507,000 | 3,911 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,000 | 3,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $4,000 | 1,240 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $39,060,000 | 2,480 |
| Total debt securities | $39,059,000 | 2,817 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $34,318,000 | 3,191 |
| U.S. Government securities | $25,852,000 | 3,106 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $25,852,000 | 3,022 |
| Securities issued by states & political subdivisions | $8,463,000 | 2,272 |
| Other domestic debt securities | $3,000 | 3,037 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,331 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,087,000 | 5,304 |
| Mortgage-backed securities | $2,829,000 | 4,345 |
| Certificates of participation in pools of residential mortgages | $2,826,000 | 3,773 |
| Issued or guaranteed by U.S. | $2,826,000 | 3,751 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,000 | 3,620 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $3,000 | 1,224 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $34,318,000 | 2,764 |
| Total debt securities | $34,318,000 | 3,149 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $35,058,000 | 3,129 |
| U.S. Government securities | $27,024,000 | 3,005 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $27,024,000 | 2,911 |
| Securities issued by states & political subdivisions | $8,030,000 | 2,341 |
| Other domestic debt securities | $4,000 | 3,107 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,320 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,398,000 | 5,627 |
| Mortgage-backed securities | $3,136,000 | 4,224 |
| Certificates of participation in pools of residential mortgages | $3,132,000 | 3,648 |
| Issued or guaranteed by U.S. | $3,132,000 | 3,634 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,000 | 3,631 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $4,000 | 1,221 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $35,058,000 | 2,699 |
| Total debt securities | $35,058,000 | 3,092 |
| Structured notes | ||
| Amortized cost | $496,000 | 2,794 |
| Fair value | $485,000 | 2,763 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $38,530,000 | 2,943 |
| U.S. Government securities | $30,587,000 | 2,754 |
| U.S. Treasury securities | $996,000 | 1,125 |
| U.S. Government agency obligations | $29,591,000 | 2,749 |
| Securities issued by states & political subdivisions | $7,938,000 | 2,354 |
| Other domestic debt securities | $5,000 | 3,173 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,294 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,307,000 | 5,653 |
| Mortgage-backed securities | $3,517,000 | 4,112 |
| Certificates of participation in pools of residential mortgages | $3,512,000 | 3,524 |
| Issued or guaranteed by U.S. | $3,512,000 | 3,508 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,000 | 3,628 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $5,000 | 1,200 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $38,530,000 | 2,535 |
| Total debt securities | $38,529,000 | 2,894 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $33,598,000 | 3,242 |
| U.S. Government securities | $26,903,000 | 3,055 |
| U.S. Treasury securities | $992,000 | 1,163 |
| U.S. Government agency obligations | $25,911,000 | 3,045 |
| Securities issued by states & political subdivisions | $6,690,000 | 2,605 |
| Other domestic debt securities | $5,000 | 3,274 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,289 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,320,000 | 5,679 |
| Mortgage-backed securities | $3,815,000 | 4,032 |
| Certificates of participation in pools of residential mortgages | $3,810,000 | 3,439 |
| Issued or guaranteed by U.S. | $3,810,000 | 3,425 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $5,000 | 3,652 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $5,000 | 1,186 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $33,598,000 | 2,800 |
| Total debt securities | $33,598,000 | 3,189 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $35,798,000 | 3,076 |
| U.S. Government securities | $30,278,000 | 2,741 |
| U.S. Treasury securities | $1,986,000 | 898 |
| U.S. Government agency obligations | $28,292,000 | 2,802 |
| Securities issued by states & political subdivisions | $5,514,000 | 2,906 |
| Other domestic debt securities | $6,000 | 3,332 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $930,000 | 6,525 |
| Mortgage-backed securities | $4,306,000 | 3,913 |
| Certificates of participation in pools of residential mortgages | $4,300,000 | 3,323 |
| Issued or guaranteed by U.S. | $4,300,000 | 3,309 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,000 | 3,651 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $6,000 | 1,163 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $35,798,000 | 2,643 |
| Total debt securities | $35,798,000 | 3,026 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $35,202,000 | 3,171 |
| U.S. Government securities | $34,209,000 | 2,508 |
| U.S. Treasury securities | $2,982,000 | 769 |
| U.S. Government agency obligations | $31,227,000 | 2,614 |
| Securities issued by states & political subdivisions | $987,000 | 5,089 |
| Other domestic debt securities | $6,000 | 3,381 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,241 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,481,000 | 6,145 |
| Mortgage-backed securities | $4,863,000 | 3,825 |
| Certificates of participation in pools of residential mortgages | $4,857,000 | 3,238 |
| Issued or guaranteed by U.S. | $4,857,000 | 3,226 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $6,000 | 3,677 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $6,000 | 1,129 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $35,202,000 | 2,726 |
| Total debt securities | $35,202,000 | 3,115 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $31,164,000 | 3,522 |
| U.S. Government securities | $29,198,000 | 2,914 |
| U.S. Treasury securities | $2,971,000 | 853 |
| U.S. Government agency obligations | $26,227,000 | 3,033 |
| Securities issued by states & political subdivisions | $1,960,000 | 4,376 |
| Other domestic debt securities | $6,000 | 3,431 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,231 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,488,000 | 5,640 |
| Mortgage-backed securities | $2,164,000 | 4,929 |
| Certificates of participation in pools of residential mortgages | $2,158,000 | 4,343 |
| Issued or guaranteed by U.S. | $2,158,000 | 4,330 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,000 | 3,721 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $6,000 | 1,126 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $31,164,000 | 3,036 |
| Total debt securities | $31,164,000 | 3,471 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $28,358,000 | 3,784 |
| U.S. Government securities | $25,859,000 | 3,186 |
| U.S. Treasury securities | $2,979,000 | 880 |
| U.S. Government agency obligations | $22,880,000 | 3,402 |
| Securities issued by states & political subdivisions | $2,493,000 | 4,066 |
| Other domestic debt securities | $6,000 | 3,486 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,025,000 | 5,402 |
| Mortgage-backed securities | $2,323,000 | 4,893 |
| Certificates of participation in pools of residential mortgages | $2,317,000 | 4,312 |
| Issued or guaranteed by U.S. | $2,317,000 | 4,298 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $6,000 | 3,761 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $6,000 | 1,122 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $28,358,000 | 3,266 |
| Total debt securities | $28,358,000 | 3,717 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $27,321,000 | 3,872 |
| U.S. Government securities | $23,057,000 | 3,490 |
| U.S. Treasury securities | $3,992,000 | 720 |
| U.S. Government agency obligations | $19,065,000 | 3,814 |
| Securities issued by states & political subdivisions | $4,257,000 | 3,325 |
| Other domestic debt securities | $7,000 | 3,551 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,713,000 | 5,094 |
| Mortgage-backed securities | $2,548,000 | 4,820 |
| Certificates of participation in pools of residential mortgages | $2,541,000 | 4,232 |
| Issued or guaranteed by U.S. | $2,541,000 | 4,222 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,000 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $7,000 | 1,083 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $27,321,000 | 3,353 |
| Total debt securities | $27,321,000 | 3,804 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $27,843,000 | 3,874 |
| U.S. Government securities | $21,349,000 | 3,750 |
| U.S. Treasury securities | $3,980,000 | 757 |
| U.S. Government agency obligations | $17,369,000 | 4,118 |
| Securities issued by states & political subdivisions | $6,486,000 | 2,637 |
| Other domestic debt securities | $8,000 | 3,648 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,182 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,926,000 | 4,620 |
| Mortgage-backed securities | $2,763,000 | 4,796 |
| Certificates of participation in pools of residential mortgages | $2,755,000 | 4,196 |
| Issued or guaranteed by U.S. | $2,755,000 | 4,185 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,000 | 3,841 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $8,000 | 1,077 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $27,843,000 | 3,341 |
| Total debt securities | $27,843,000 | 3,798 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $26,673,000 | 3,979 |
| U.S. Government securities | $18,934,000 | 3,997 |
| U.S. Treasury securities | $4,021,000 | 730 |
| U.S. Government agency obligations | $14,913,000 | 4,521 |
| Securities issued by states & political subdivisions | $7,731,000 | 2,381 |
| Other domestic debt securities | $8,000 | 3,747 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,252 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,844,000 | 4,261 |
| Mortgage-backed securities | $3,204,000 | 4,688 |
| Certificates of participation in pools of residential mortgages | $3,196,000 | 4,060 |
| Issued or guaranteed by U.S. | $3,196,000 | 4,051 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $8,000 | 3,913 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $8,000 | 1,137 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $26,673,000 | 3,453 |
| Total debt securities | $26,673,000 | 3,897 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $30,249,000 | 3,690 |
| U.S. Government securities | $21,867,000 | 3,673 |
| U.S. Treasury securities | $6,041,000 | 585 |
| U.S. Government agency obligations | $15,826,000 | 4,393 |
| Securities issued by states & political subdivisions | $8,372,000 | 2,259 |
| Other domestic debt securities | $10,000 | 3,784 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,330,000 | 3,766 |
| Mortgage-backed securities | $3,568,000 | 4,524 |
| Certificates of participation in pools of residential mortgages | $3,558,000 | 3,897 |
| Issued or guaranteed by U.S. | $3,558,000 | 3,886 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $10,000 | 3,957 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $10,000 | 952 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $30,249,000 | 3,185 |
| Total debt securities | $30,249,000 | 3,630 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $31,319,000 | 3,525 |
| U.S. Government securities | $21,034,000 | 3,663 |
| U.S. Treasury securities | $6,067,000 | 569 |
| U.S. Government agency obligations | $14,967,000 | 4,391 |
| Securities issued by states & political subdivisions | $10,273,000 | 1,911 |
| Other domestic debt securities | $12,000 | 3,892 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,179 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,547,000 | 3,388 |
| Mortgage-backed securities | $4,044,000 | 4,348 |
| Certificates of participation in pools of residential mortgages | $4,032,000 | 3,734 |
| Issued or guaranteed by U.S. | $4,032,000 | 3,722 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $12,000 | 4,040 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $12,000 | 1,024 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $31,319,000 | 3,061 |
| Total debt securities | $31,319,000 | 3,451 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $27,169,000 | 3,816 |
| U.S. Government securities | $16,974,000 | 4,124 |
| U.S. Treasury securities | $5,608,000 | 599 |
| U.S. Government agency obligations | $11,366,000 | 5,062 |
| Securities issued by states & political subdivisions | $10,183,000 | 1,893 |
| Other domestic debt securities | $12,000 | 3,942 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,020,000 | 3,241 |
| Mortgage-backed securities | $4,648,000 | 4,230 |
| Certificates of participation in pools of residential mortgages | $4,636,000 | 3,547 |
| Issued or guaranteed by U.S. | $4,636,000 | 3,536 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $12,000 | 4,210 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $12,000 | 1,082 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $27,169,000 | 3,302 |
| Total debt securities | $27,169,000 | 3,739 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $28,005,000 | 3,716 |
| U.S. Government securities | $17,407,000 | 4,077 |
| U.S. Treasury securities | $4,591,000 | 728 |
| U.S. Government agency obligations | $12,816,000 | 4,745 |
| Securities issued by states & political subdivisions | $10,584,000 | 1,729 |
| Other domestic debt securities | $14,000 | 3,997 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,250 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,947,000 | 3,096 |
| Mortgage-backed securities | $5,141,000 | 4,113 |
| Certificates of participation in pools of residential mortgages | $5,127,000 | 3,371 |
| Issued or guaranteed by U.S. | $5,127,000 | 3,359 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $14,000 | 4,287 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $14,000 | 1,103 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $28,005,000 | 3,197 |
| Total debt securities | $28,005,000 | 3,642 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $30,519,000 | 3,491 |
| U.S. Government securities | $18,918,000 | 3,850 |
| U.S. Treasury securities | $4,601,000 | 759 |
| U.S. Government agency obligations | $14,317,000 | 4,425 |
| Securities issued by states & political subdivisions | $11,585,000 | 1,568 |
| Other domestic debt securities | $16,000 | 4,037 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,264 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,225,000 | 2,854 |
| Mortgage-backed securities | $5,625,000 | 3,960 |
| Certificates of participation in pools of residential mortgages | $5,609,000 | 3,185 |
| Issued or guaranteed by U.S. | $5,609,000 | 3,172 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $16,000 | 4,332 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $16,000 | 1,123 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $30,519,000 | 2,989 |
| Total debt securities | $30,519,000 | 3,413 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $32,703,000 | 3,137 |
| U.S. Government securities | $18,132,000 | 3,815 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $18,132,000 | 3,632 |
| Securities issued by states & political subdivisions | $14,548,000 | 1,167 |
| Other domestic debt securities | $23,000 | 4,089 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,345 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,613,000 | 2,857 |
| Mortgage-backed securities | $8,031,000 | 3,210 |
| Certificates of participation in pools of residential mortgages | $8,008,000 | 2,423 |
| Issued or guaranteed by U.S. | $8,008,000 | 2,407 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $23,000 | 4,421 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $23,000 | 1,202 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $32,703,000 | 2,615 |
| Total debt securities | $32,703,000 | 3,083 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $26,413,000 | 3,794 |
| U.S. Government securities | $14,857,000 | 4,565 |
| U.S. Treasury securities | $1,002,000 | 2,736 |
| U.S. Government agency obligations | $13,855,000 | 4,494 |
| Securities issued by states & political subdivisions | $11,416,000 | 1,462 |
| Other domestic debt securities | $27,000 | 3,792 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,310 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $113,000 | 6,673 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,719,000 | 3,725 |
| Mortgage-backed securities | $4,612,000 | 3,521 |
| Certificates of participation in pools of residential mortgages | $4,585,000 | 2,761 |
| Issued or guaranteed by U.S. | $4,585,000 | 2,743 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $27,000 | 4,116 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $27,000 | 1,135 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $26,413,000 | 3,062 |
| Total debt securities | $26,300,000 | 3,705 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $28,947,000 | 3,697 |
| U.S. Government securities | $16,740,000 | 4,414 |
| U.S. Treasury securities | $4,004,000 | 1,807 |
| U.S. Government agency obligations | $12,736,000 | 4,810 |
| Securities issued by states & political subdivisions | $12,061,000 | 1,400 |
| Other domestic debt securities | $33,000 | 3,733 |
| Privately issued residential mortgage-backed securities | $33,000 | 1,364 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $113,000 | 6,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,980,000 | 3,932 |
| Mortgage-backed securities | $6,090,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $6,057,000 | 2,518 |
| Issued or guaranteed by U.S. | $6,057,000 | 2,507 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $33,000 | 4,387 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $33,000 | 1,185 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $28,947,000 | 2,907 |
| Total debt securities | $28,834,000 | 3,598 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $34,868,000 | 3,192 |
| U.S. Government securities | $21,076,000 | 3,751 |
| U.S. Treasury securities | $7,136,000 | 1,719 |
| U.S. Government agency obligations | $13,940,000 | 4,316 |
| Securities issued by states & political subdivisions | $13,631,000 | 1,230 |
| Other domestic debt securities | $48,000 | 3,665 |
| Privately issued residential mortgage-backed securities | $48,000 | 1,367 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $113,000 | 6,344 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,325,000 | 3,457 |
| Mortgage-backed securities | $9,042,000 | 2,868 |
| Certificates of participation in pools of residential mortgages | $8,994,000 | 2,123 |
| Issued or guaranteed by U.S. | $8,994,000 | 2,110 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $48,000 | 4,630 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $48,000 | 1,168 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $34,868,000 | 2,413 |
| Total debt securities | $34,755,000 | 3,112 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $31,737,000 | 3,471 |
| U.S. Government securities | $21,203,000 | 3,910 |
| U.S. Treasury securities | $9,105,000 | 1,998 |
| U.S. Government agency obligations | $12,098,000 | 4,629 |
| Securities issued by states & political subdivisions | $10,358,000 | 1,417 |
| Other domestic debt securities | $63,000 | 3,465 |
| Privately issued residential mortgage-backed securities | $63,000 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $113,000 | 6,269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,439,000 | 3,579 |
| Mortgage-backed securities | $8,745,000 | 2,849 |
| Certificates of participation in pools of residential mortgages | $8,682,000 | 2,110 |
| Issued or guaranteed by U.S. | $8,682,000 | 2,096 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $63,000 | 4,897 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $63,000 | 1,132 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $31,737,000 | 2,489 |
| Total debt securities | $31,624,000 | 3,383 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $20,940,000 | 5,151 |
| U.S. Government securities | $11,896,000 | 6,366 |
| U.S. Treasury securities | $5,528,000 | 3,534 |
| U.S. Government agency obligations | $6,368,000 | 6,954 |
| Securities issued by states & political subdivisions | $8,787,000 | 1,660 |
| Other domestic debt securities | $144,000 | 3,609 |
| Privately issued residential mortgage-backed securities | $144,000 | 1,435 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $113,000 | 6,196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,150,000 | 4,102 |
| Mortgage-backed securities | $4,039,000 | 4,665 |
| Certificates of participation in pools of residential mortgages | $3,641,000 | 3,747 |
| Issued or guaranteed by U.S. | $3,641,000 | 3,726 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $398,000 | 4,655 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 4,691 |
| Privately issued | $144,000 | 1,180 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $20,940,000 | 3,697 |
| Total debt securities | $20,827,000 | 5,065 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $22,633,000 | 5,082 |
| U.S. Government securities | $12,761,000 | 6,344 |
| U.S. Treasury securities | $4,553,000 | 4,853 |
| U.S. Government agency obligations | $8,208,000 | 6,170 |
| Securities issued by states & political subdivisions | $9,580,000 | 1,528 |
| Other domestic debt securities | $179,000 | 4,113 |
| Privately issued residential mortgage-backed securities | $179,000 | 1,639 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $113,000 | 6,014 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,944,000 | 4,245 |
| Mortgage-backed securities | $5,416,000 | 4,326 |
| Certificates of participation in pools of residential mortgages | $4,493,000 | 3,471 |
| Issued or guaranteed by U.S. | $4,493,000 | 3,440 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $923,000 | 4,368 |
| CMOs issued by government agencies or sponsored agencies | $744,000 | 4,387 |
| Privately issued | $179,000 | 1,343 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $22,633,000 | 3,573 |
| Total debt securities | $22,520,000 | 5,015 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $20,532,000 | 5,767 |
| U.S. Government securities | $11,181,000 | 7,269 |
| U.S. Treasury securities | $2,941,000 | 7,218 |
| U.S. Government agency obligations | $8,240,000 | 6,071 |
| Securities issued by states & political subdivisions | $9,017,000 | 1,691 |
| Other domestic debt securities | $221,000 | 4,484 |
| Privately issued residential mortgage-backed securities | $221,000 | 1,769 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $113,000 | 5,784 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,128,000 | 4,196 |
| Mortgage-backed securities | $5,985,000 | 4,315 |
| Certificates of participation in pools of residential mortgages | $5,010,000 | 3,399 |
| Issued or guaranteed by U.S. | $5,010,000 | 3,376 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $975,000 | 4,564 |
| CMOs issued by government agencies or sponsored agencies | $754,000 | 4,676 |
| Privately issued | $221,000 | 1,485 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,128,000 | 4,750 |
| Available-for-sale securities (fair market value) | $7,404,000 | 5,699 |
| Total debt securities | $20,419,000 | 5,695 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $22,125,000 | 5,703 |
| U.S. Government securities | $13,147,000 | 6,796 |
| U.S. Treasury securities | $1,749,000 | 8,862 |
| U.S. Government agency obligations | $11,398,000 | 5,081 |
| Securities issued by states & political subdivisions | $8,366,000 | 1,848 |
| Other domestic debt securities | $499,000 | 4,309 |
| Privately issued residential mortgage-backed securities | $499,000 | 1,718 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $113,000 | 5,469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,579,000 | 5,516 |
| Mortgage-backed securities | $7,853,000 | 4,159 |
| Certificates of participation in pools of residential mortgages | $6,290,000 | 3,307 |
| Issued or guaranteed by U.S. | $6,290,000 | 3,276 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,563,000 | 4,390 |
| CMOs issued by government agencies or sponsored agencies | $1,064,000 | 4,627 |
| Privately issued | $499,000 | 1,383 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $22,012,000 | 5,598 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $21,723,000 | 5,774 |
| U.S. Government securities | $13,741,000 | 6,648 |
| U.S. Treasury securities | $2,500,000 | 8,135 |
| U.S. Government agency obligations | $11,241,000 | 5,120 |
| Securities issued by states & political subdivisions | $7,011,000 | 2,002 |
| Other domestic debt securities | $886,000 | 4,290 |
| Privately issued residential mortgage-backed securities | $886,000 | 1,902 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $85,000 | 5,459 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,724,000 | 6,260 |
| Mortgage-backed securities | $7,825,000 | 4,333 |
| Certificates of participation in pools of residential mortgages | $6,442,000 | 3,402 |
| Issued or guaranteed by U.S. | $6,442,000 | 3,358 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,383,000 | 4,592 |
| CMOs issued by government agencies or sponsored agencies | $497,000 | 5,486 |
| Privately issued | $886,000 | 1,557 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $21,638,000 | 5,690 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |